Skip to main content
Log in

Analysis of generalized QBD queues with matrix-geometrically distributed batch arrivals and services

  • Published:
Queueing Systems Aims and scope Submit manuscript

Abstract

In a quasi-birth–death (QBD) queue, the level forward and level backward transitions of a QBD-type Markov chain are interpreted as customer arrivals and services. In the generalized QBD queue considered in this paper, arrivals and services can occur in matrix-geometrically distributed batches. This paper presents the queue length and sojourn time analysis of generalized QBD queues. It is shown that, if the number of phases is N, the number of customers in the system is order-N matrix-geometrically distributed, and the sojourn time is order-\(N^2\) matrix-exponentially distributed, just like in the case of classical QBD queues without batches. Furthermore, phase-type representations are provided for both distributions. In the special case of the arrival and service processes being independent, further simplifications make it possible to obtain a more compact, order-N representation for the sojourn time distribution.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4

Similar content being viewed by others

Notes

  1. The matrix-analytic method and the invariant subspace approach coexist for ordinary QBDs and other more advanced queueing models.

  2. The implementation can be downloaded from http://www.hit.bme.hu/~ghorvath/software.

References

  1. Antoulas, A.C.: Approximation of Large-Scale Dynamical Systems, vol. 6. SIAM, Philadelphia (2005)

    Book  Google Scholar 

  2. Bini, D., Meini, B., Steffé, S., Van Houdt, B.: Structured Markov chains solver: software tools. In: Proceeding from the 2006 Workshop on Tools for Solving Structured Markov Chains, ACM, p. 14 (2006)

  3. Chakka, R., Harrison, P.: The MMCPP/GE/c queue. Queueing Syst. 38(3), 307–326 (2001)

    Article  Google Scholar 

  4. Éltető, T., Telek, M.: Numerical analysis of M/G/1 type queueing systems with phase type transition structure. J. Comput. Appl. Math. 212(2), 331–340 (2008)

    Article  Google Scholar 

  5. Gail, H., Hantler, S., Taylor, B.: Non-skip-free M/G/1 and G/M/1 type Markov chains. Adv. Appl. Probab. 29, 733–758 (1997)

    Article  Google Scholar 

  6. Golub, G.H., Nash, S., Van Loan, C.: A Hessenberg–Schur method for the problem AX + XB = C. IEEE Trans. Autom. Control 24(6), 909–913 (1979)

    Article  Google Scholar 

  7. Harrison, P.G., Zatschler, H.: Sojourn time distributions in modulated G-queues with batch processing. In: Proceedings of First International Conference on the Quantitative Evaluation of Systems, 2004, pp. 90–99 (2004)

  8. He, Q.: Analysis of a continuous time SM[K]/PH[K]/1/FCFS queue: age process, sojourn times, and queue lengths. J. Syst. Sci. Complex. 25(1), 133–155 (2012)

    Article  Google Scholar 

  9. Horváth, G., Van Houdt, B., Telek, M.: Commuting matrices in the queue length and sojourn time analysis of MAP/MAP/1 queues. Stoch. Models 30(4), 554–575 (2014)

    Article  Google Scholar 

  10. Jafari, R., Sohraby, K.: Combined M/G/1-G/M/1 type structured chains: a simple algorithmic solution and applications. In: INFOCOM 2001. Proceedings of Twentieth Annual Joint Conference of the IEEE Computer and Communications Societies, vol 2, pp 1065–1074 (2001)

  11. Latouche, G., Ramaswami, V.: Introduction to Matrix Analytic Methods in Stochastic Modeling. ASA-SIAM, Philadelphia (1999)

    Book  Google Scholar 

  12. Neuts, M.F.: Matrix-Geometric Solutions in Stochastic Models: An Algorithmic Approach. Courier Corporation, Baltimore (1981)

    Google Scholar 

  13. Neuts, M.F.: Structured Stochastic Matrices of M/G/1 Type and Their Applications. Dekker, New York (1989)

    Google Scholar 

  14. Ozawa, T.: Sojourn time distributions in the queue defined by a general QBD process. Queueing Syst. 53(4), 203–211 (2006)

    Article  Google Scholar 

  15. Sengupta, B.: Phase-type representations for matrix-geometric solutions. Stoch. Models 6(1), 163–167 (1990a)

    Article  Google Scholar 

  16. Sengupta, B.: The semi-Markovian queue: theory and applications. Stoch. Models 6(3), 383–413 (1990b)

    Article  Google Scholar 

  17. Steeb, W.H.: Matrix Calculus and Kronecker Product with Applications and C++ Programs. World Scientific, Singapore (1997)

    Book  Google Scholar 

Download references

Acknowledgments

This work was supported by the Hungarian Research Project OTKA K101150 and by the János Bolyai Research Scholarship of the Hungarian Academy of Sciences.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Gábor Horváth.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Horváth, G. Analysis of generalized QBD queues with matrix-geometrically distributed batch arrivals and services. Queueing Syst 82, 353–380 (2016). https://doi.org/10.1007/s11134-015-9467-5

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11134-015-9467-5

Keywords

Mathematics Subject Classification

Navigation